Professional paper
Jensen’s inequality in probability theory
Danijel Krizmanić
; Fakultet za matematiku, Sveučilište u Rijeci
*
Antonio Špac
; Fakultet za matematiku, Sveučilište u Rijeci
* Corresponding author.
Abstract
In this paper Jensen’s inequality for mathematical expectation is proved, and the classical Jensen’s inequality is derived from it. At the end several applications of Jensen’s inequality are given.
Keywords
Jensen’s inequality, mathematical expectation, convex function, random variable
Hrčak ID:
322108
URI
Publication date:
6.11.2024.
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